The Weierstrass Institute for Applied Analysis and Stochastics (WIAS) is an institute of the Forschungsverbund Berlin e.V. (FVB). The FVB comprises seven non-university research institutes in Berlin which are funded by the federal and state governments. The research institutes belong to the Leibniz Association.

WIAS invites applications for a Research Assistant Position (f/m/d) (Ref. 25/16) in the Research Group "Stochastic Algorithms and Nonparametric Statistics" in the project "SFB/Transregio 388".

SFB/Transregio 388 investigates the interplay between rough analysis and stochastic dynamics. Central aspects include rough paths and subsequent developments for nonlinear stochastic partial differential equations. The theory of signatures and rough volatility also provides important connections to algebra, statistics, and financial mathematics.

Website: https://sites.google.com/view/trr388/

Project B03 of SFB/TRR388 concerns numerical methods for the treatment of stochastic optimal control problems and backward stochastic differential equations based on the path signature of the driving process.

We are looking for: The applicant should hold a completed PhD in Mathematics or nearby field (at the starting date of employment). The successful candidate should possess evidenced knowledge of stochastic and rough analysis. Knowledge of rough path signatures, numerical methods for stochastic models or optimal control is desired.

What we offer:

WIAS Berlin is a premier research institution known for its strength in optimization, optimal control, dynamical systems, and applied mathematics in general.
Mobile working
A certified family-friendly work environment.
Berlin is one of the most culture-rich and diverse international cities in the world.

Please direct scientific queries to Dr. Christian Bayer (christian.bayer@wias-berlin.de) and Prof. Dr. Peter Bank (bank@math.tu-berlin.de).

The position is available immediately, remunerated at WIAS (50%) in accordance with EG13 TVoeD Bund and is limited until June 30, 2028.

The Weierstrass Institute is an equal opportunity employer. We explicitly encourage female researchers to apply for the offered position. Among equally qualified applicants, disabled candidates will be given preference.

Please upload complete application documents including a cover letter, curriculum vitae and photocopies of relevant certificates by October 5, 2025 via our online job-application facility.

Weierstrass Institute

"University Jobs at Weierstrass Institute"

Weierstrass Institute Employer Profile

Research Assistant Position (f/m/d) (Ref. 25/16)